-4.4%
APO vs JAAA
+4.8%
-9.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | +8.2% | +0.2% | +8.1% | +6.5% |
| 30D | +6.4% | +0.4% | +6.0% | +1.7% |
| 3M | -7.4% | +1.2% | -8.7% | -18.3% |
| 6M | -4.2% | +2.3% | -6.5% | -25.0% |
| YTD | -14.1% | +3.9% | -18.0% | -36.4% |
| 1Y | -4.4% | +4.8% | -9.2% | -31.4% |
| All | -4.4% | +4.8% | -9.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling